Package cern.jet.random

Class Beta

java.lang.Object
cern.colt.PersistentObject
cern.jet.random.AbstractDistribution
cern.jet.random.AbstractContinousDistribution
cern.jet.random.Beta
All Implemented Interfaces:
DoubleFunction, IntFunction, Serializable, Cloneable
public class Beta extends AbstractContinousDistribution
Beta distribution; math definition and animated definition.

p(x) = k * x^(alpha-1) * (1-x)^(beta-1) with k = g(alpha+beta)/(g(alpha)*g(beta)) and g(a) being the gamma function.

Valid parameter ranges: alpha > 0 and beta > 0.

Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

Static methods operate on a default uniform random number generator; they are synchronized.

Implementation:

Method: Stratified Rejection/Patchwork Rejection. High performance implementation.
This is a port of bsprc.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

H. Sakasegawa (1983): Stratified rejection and squeeze method for generating beta random numbers, Ann. Inst. Statist. Math. 35 B, 291-302.

and

Stadlober E., H. Zechner (1993), Generating beta variates via patchwork rejection,, Computing 50, 1-18.

Version:
1.0, 09/24/99
Author:
wolfgang.hoschek@cern.ch
See Also:

  • Field Details

    • alpha

      protected double alpha

    • beta

      protected double beta

    • shared

      protected static Beta shared

  • Constructor Details

    • Beta

      public Beta(double alpha, double beta, RandomEngine randomGenerator)
      Constructs a Beta distribution.

  • Method Details

    • b00

      protected double b00(double a, double b, RandomEngine randomGenerator)

    • b01

      protected double b01(double a, double b, RandomEngine randomGenerator)

    • b1prs

      protected double b1prs(double p, double q, RandomEngine randomGenerator)

    • cdf

      public double cdf(double x)
      Returns the cumulative distribution function.

    • nextDouble

      public double nextDouble()
      Returns a random number from the distribution.
      Specified by:
      nextDouble in class AbstractDistribution

    • nextDouble

      public double nextDouble(double alpha, double beta)
      Returns a beta distributed random number; bypasses the internal state.

    • pdf

      public double pdf(double x)
      Returns the cumulative distribution function.

    • setState

      public void setState(double alpha, double beta)
      Sets the parameters.

    • staticNextDouble

      public static double staticNextDouble(double alpha, double beta)
      Returns a random number from the distribution.

    • toString

      public String toString()
      Returns a String representation of the receiver.
      Overrides:
      toString in class Object